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QuantSpeak - Quantitative Finance: Corporate Finance and Investments, Then and Now

Quantitative Finance: Corporate Finance and Investments, Then and Now

06/29/22 • 46 min

QuantSpeak

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QuantSpeak host, Dan Tudball, is joined by Dr. John Guerard to discuss his early career beginnings, his work with Harry Markowitz and his advice for future quant finance professionals.

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QuantSpeak host, Dan Tudball, is joined by Dr. John Guerard to discuss his early career beginnings, his work with Harry Markowitz and his advice for future quant finance professionals.

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undefined - Tails, Black Swans and Optimal Portfolios

Tails, Black Swans and Optimal Portfolios

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QuantSpeak host, Dan Tudball, is joined by Jan Rosenzweig, Portfolio Manager at Pine Tree, to discuss why optimal portfolios are not diversified, his first encounter with Modern Portfolio Theory, and his career journey as a quant finance professional.

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undefined - Modeling the Dynamics of the Entire Implied Volatility Surface with Deep Learning

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QuantSpeak podcast, Dan Tudball is joined by Derivatives Structurer, Arthur Böök. Arthur will be discussing his early career beginnings, his recent paper with Daniel Bloch, 'Smiling in Action', and the exciting advancements happening in machine learning.

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